%0 Conference Paper %1 conf/compsac/ThavaneswaranLY21 %A Thavaneswaran, Aerambamoorthy %A Liang, You %A Yu, Na %A Paseka, Alex %A Thulasiram, Ruppa K. %B COMPSAC %D 2021 %I IEEE %K dblp %P 1742-1747 %T Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations. %U http://dblp.uni-trier.de/db/conf/compsac/compsac2021.html#ThavaneswaranLY21 %@ 978-1-6654-2463-9

@inproceedings{conf/compsac/ThavaneswaranLY21, added-at = {2022-10-02T00:00:00.000+0200}, author = {Thavaneswaran, Aerambamoorthy and Liang, You and Yu, Na and Paseka, Alex and Thulasiram, Ruppa K.}, biburl = {https://www.bibsonomy.org/bibtex/283bc83577fe04cacc898bcd2875a1cba/dblp}, booktitle = {COMPSAC}, crossref = {conf/compsac/2021}, ee = {https://doi.org/10.1109/COMPSAC51774.2021.00260}, interhash = {2edc0a8f31dd209ee26c37d6b04b4a87}, intrahash = {83bc83577fe04cacc898bcd2875a1cba}, isbn = {978-1-6654-2463-9}, keywords = {dblp}, pages = {1742-1747}, publisher = {IEEE}, timestamp = {2024-04-09T16:54:26.000+0200}, title = {Novel Data-Driven Resilient Portfolio Risk Measures Using Sign and Volatility Correlations.}, url = {http://dblp.uni-trier.de/db/conf/compsac/compsac2021.html#ThavaneswaranLY21}, year = 2021 }